Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 640.206639 655.673991 670.888403 686.976039 703.499460 719.971244 737.628989
2026-01-11 620.133445 642.891613 665.581061 689.898321 715.220786 740.811737 768.628642
2026-01-18 605.302175 633.189205 661.270618 691.669427 723.651222 756.303776 792.167227
2026-01-25 594.970992 627.038833 659.598231 695.138905 732.851020 771.683424 814.706581
2026-02-01 585.471068 621.039986 657.414900 697.409439 740.165311 784.520656 834.038522
2026-02-08 577.333564 615.980098 655.758480 699.781296 747.160818 796.644325 852.268715
2026-02-15 569.287377 610.625243 653.425314 701.075364 752.674979 806.899024 868.238503
2026-02-22 562.172183 605.963781 651.552828 702.589476 758.173167 816.919835 883.767847
2026-03-01 555.169773 601.167151 649.297547 703.458723 762.761816 825.777371 897.880373
2026-03-08 547.989476 595.953828 646.383705 703.409396 766.164451 833.186931 910.275903
2026-03-15 542.596147 592.517887 645.246532 705.149552 771.389515 842.478002 924.653642
2026-03-22 536.319404 587.945359 642.710842 705.202663 774.622025 849.466788 936.396975
2026-03-29 531.767294 585.171619 642.063839 707.262724 780.014035 858.806007 950.748486
2026-04-05 528.180535 583.358970 642.381999 710.305256 786.425555 869.227661 966.287638
2026-04-12 523.959456 580.731184 641.696794 712.136397 791.405541 877.995938 979.938932
2026-04-19 521.183786 579.632784 642.639568 715.721786 798.299248 888.874632 995.963794
2026-04-26 517.719373 577.675054 642.543658 718.068193 803.739605 898.081352 1010.082535
2026-05-03 514.496371 575.911715 642.596684 720.519342 809.247663 907.332756 1024.244569
2026-05-10 510.671572 573.390331 641.724962 721.856685 813.436143 915.050857 1036.639537
2026-05-17 507.153502 571.147253 641.104803 723.421445 817.835670 922.977512 1049.263476
2026-05-24 503.331828 568.490172 639.952378 724.319775 821.423427 929.943173 1060.766828
2026-05-31 499.022542 565.207732 638.024546 724.268797 823.868100 935.559324 1070.688306
2026-06-07 496.056073 563.410501 637.744462 726.067187 828.408434 943.565543 1083.382762